+1,644.6%
ASML vs CAPR
-75.6%
+1,720.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.1% |
| 7D | +1.1% | -2.0% | +3.1% | +1.1% |
| 30D | +2.2% | +139.2% | -137.0% | -0.2% |
| 3M | -2.3% | -66.4% | +64.1% | -1.4% |
| 6M | +23.0% | -63.1% | +86.1% | +23.8% |
| YTD | +61.1% | -67.4% | +128.5% | +62.4% |
| 1Y | +129.1% | +58.2% | +70.9% | +111.9% |
| 3Y | +165.4% | +42.2% | +123.1% | +136.8% |
| 5Y | +109.5% | +87.3% | +22.2% | +82.5% |
| All | +1,644.6% | -75.6% | +1,720.2% | +1,320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling